-17.3%
PCOR vs THC
+266.8%
-284.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +20.7% | +8.8% | +11.9% | +17.9% |
| 30D | +35.7% | +10.0% | +25.6% | +32.1% |
| 3M | +31.1% | +11.7% | +19.4% | +26.8% |
| 6M | +43.1% | +52.5% | -9.3% | +25.2% |
| YTD | +4.8% | +46.1% | -41.2% | -8.8% |
| 1Y | -3.7% | +49.1% | -52.8% | -17.1% |
| 3Y | +46.5% | +439.6% | -393.1% | -27.7% |
| 5Y | -17.3% | +263.2% | -280.4% | -55.1% |
| All | -17.3% | +266.8% | -284.1% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling